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Ken's PhDs

This page lists the names of all the completed PhDs I have supervised, mostly as sole supervisor, in five cases jointly with colleagues. The year of award of the degree, the thesis title, and current affiliation are also included. (I have been asked, where did I get the idea of this page; the answer is, from my former LSE colleague David Brillinger, see

London School of Economics


Denise R. Osborn (1976), Time series analysis and dynamic specification in econometric models, with an application to the Australian wool market; University of Manchester

Richard T. Baillie (1978), Prediction errors in time series models and dynamic econometric models; Michigan State University


University of Warwick


John G. Halikias (1980), An econometric analysis of the foreign trade of Greece; Athens University of Economics and Business

John D. Whitley (1983), Incomes policy in the U.K. 1960-79: modelling and analysis; Bank of England (retired)

Andrew J. Snell (1984), Policy evaluation and design in the light of rational expectations; University of Edinburgh

Alastair R. Hall (1985), Estimation and inference in simultaneous equation models; University of Manchester

Gordon C. R. Kemp (1987), Asymptotic expansion approximations and the distributions of various test statistics in dynamic econometric models; University of Essex

Graham Romp (1988), Rational dynamic disequilibrium macro models with wage, price and inventory adjustment; Birmingham City University

Christopher J. Williams (1990), Exchange rates, expectations and international trade: theory and evidence; US Congressional Budget Office

Paul G. Fisher (1990), Simulation and control techniques for nonlinear rational expectation models; Bank of England

Marcelo S. Portugal (1992), Brazilian foreign trade: fixed and time varying parameter models; Universidade Federal do Rio Grande do Sul

Giovanni Amisano (1995), Bayesian inference on non-stationary data; Universita di Brescia/European Central Bank

Philip Epstein (1995), The reality and myth of business cycles: the nature and representation of short-run economic fluctuations; London School of Economics (retired)

K. Costas Milas (1997), Modelling employment policy, competitiveness and demand for traded and non-traded goods in a small open economy: the case of Greece; University of Liverpool

W. Stuart A. Fraser (1997), An analysis of long memory vector time series; Warwick Business School

Sushanta K. Mallick (1998), Modelling macroeconomic adjustment with growth in developing economies: the case of India; Queen Mary, University of London

Silvia Sgherri (2000), Policy evaluation with macroeconometric models; International Monetary Fund

Ana B. C. Galvão (2001), Non-linearities in macroeconomics: evaluation of non-linear time series models; Queen Mary, University of London


Italian Doctoral Programme, Universities of Naples and Cagliari


Gianna Boero (1987), Structural econometric models versus VAR models: a comparison of two methodologies; University of Warwick